I've been on both this year and it doesn't really matter for me - I get side-effects from both the shots or the pills as soon as I start taking them. I agree, it depends on the dose, and other stuff, like whether you are exercising, eating low-salt diet, etc.
"Coping with Prednisone" is a book that tells how to deal with the side-effects. (I have no financial connections with this book or the authors or any stores/websites that sell it)
Chronic Lyme, Bart., Gluten & Sulfite Sensitivity, Many Food/Inhalant/Medication/Chemical Allergies & Intolerances, Asthma, Gut dysmotility & non-specific inflammation, Lupus, Osteoporosis, etc.; G-Tube
Meds: Ceftazidime, Flagyl, Zofran, Domperidone, Claritin, Singulair, Prednisone, herbs, homeopathy, supplements, etc.